+49.1%
ADP vs UPST
-93.6%
+142.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +3.2% | -4.9% | +8.1% | +3.5% |
| 30D | +14.9% | -8.9% | +23.8% | +15.3% |
| 3M | +11.6% | -26.3% | +37.9% | +13.3% |
| 6M | +48.5% | -23.7% | +72.2% | +49.9% |
| YTD | +20.6% | -49.9% | +70.5% | +24.1% |
| 1Y | +23.7% | -42.0% | +65.7% | +26.1% |
| 3Y | +47.8% | -25.3% | +73.1% | +41.4% |
| All | +49.1% | -93.6% | +142.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling